Concepedia

Holding Period Optimization

Holding Period Optimization is a tax-efficient portfolio management strategy that systematically determines the optimal duration of asset ownership to minimize tax liabilities by distinguishing short-term from long-term capital gains treatment.

9

Publications

279

Citations

18

Authors

15

Institutions

Publications per year

2017–2026

1

Parents

Publications

9

Timing and the Holding Periods of Institutional Real Estate

D. Collett, Colin Lizieri, Charles Ward · Real Estate Economics · 2003 · 121 citations

, , +17

The tax-induced holding periods of real estate Investors: Theory and empirical evidence

George W. Gau, Ko Wang · The Journal of Real Estate Finance and Economics · 1994 · 31 citations

, , +14

Optimal Investment Proportions in Senior Securities and Equities Under Alternative Holding Periods

Haim Levy, Deborah Gunthorpe · The Journal of Portfolio Management · 1993 · 28 citations

, , +16

Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling

Kuo‐Hwa Chang, Michael Nayat Young · Computers & Operations Research · 2019 · 27 citations

, , +12

Should the holding period matter for the intertemporal consumption-based CAPM?

Karen K. Lewis · Journal of Monetary Economics · 1991 · 20 citations

, , +8

1–5 of 9

Authors

18

  1. DG
    Deborah Gunthorpe

    University of Tennessee at Knoxville, United States

    1 publications · 28 citations

    1

    h-index

  2. TT
    Tyler T. Yang

    The Wistar Institute, United States

    1 publications · 14 citations

    1

    h-index

  3. FB
    Fabrice Barthélémy

    CY Cergy Paris Université, France

    1 publications · 17 citations

    1

    h-index

  4. KW
    Ko Wang

    California State University, Fullerton, United States

    1 publications · 31 citations

    1

    h-index

  5. GW
    George W. Gau

    California State University, Fullerton, United States

    1 publications · 31 citations

    1

    h-index

1–5 of 18

Institutions

15

  1. California State University, Fullerton

    Fullerton, United States

    1 h-index

    1 publications

    31 citations

  2. Hebrew University of Jerusalem

    Jerusalem, Israel

    1 h-index

    1 publications

    28 citations

  3. University of Pennsylvania

    Philadelphia, United States

    1 h-index

    1 publications

    20 citations

  4. University of Reading

    Reading, United Kingdom

    1 h-index

    3 publications

    363 citations

  5. CY Cergy Paris Université

    Cergy-Pontoise, France

    1 h-index

    2 publications

    34 citations

  6. Mapúa University

    Manila, Philippines

    1 h-index

    1 publications

    27 citations

  7. University of Tennessee at Knoxville

    Knoxville, United States

    1 h-index

    1 publications

    28 citations

  8. Equipes Traitement de l'Information et Systèmes

    Cergy-Pontoise, France

    1 h-index

    2 publications

    34 citations

1–8 of 15

Venues

  1. 3

    h-index

  2. The Journal of Portfolio Management

    JPM · 1 publications · 28 citations

    1

    h-index

  3. Journal of Monetary Economics

    1 publications · 20 citations

    1

    h-index

  4. Computers & Operations Research

    1 publications · 27 citations

    1

    h-index

  5. Real Estate Economics

    1 publications · 121 citations

    1

    h-index

1–5